CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 12-Jan-2016

Day Change Summary
	Previous	Current
	11-Jan-2016	12-Jan-2016	Change	Change %	Previous Week
Open	0.7054	0.7035	-0.0019	-0.3%	0.7216
High	0.7109	0.7054	-0.0055	-0.8%	0.7225
Low	0.7020	0.6986	-0.0034	-0.5%	0.7052
Close	0.7031	0.7009	-0.0022	-0.3%	0.7074
Range	0.0089	0.0068	-0.0021	-23.6%	0.0173
ATR	0.0061	0.0061	0.0001	0.9%	0.0000
Volume	73,683	77,693	4,010	5.4%	361,445

Daily Pivots for day following 12-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7220	0.7183	0.7046
R3	0.7152	0.7115	0.7028
R2	0.7084	0.7084	0.7021
R1	0.7047	0.7047	0.7015	0.7032
PP	0.7016	0.7016	0.7016	0.7009
S1	0.6979	0.6979	0.7003	0.6964
S2	0.6948	0.6948	0.6997
S3	0.6880	0.6911	0.6990
S4	0.6812	0.6843	0.6972

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7636	0.7528	0.7169
R3	0.7463	0.7355	0.7122
R2	0.7290	0.7290	0.7106
R1	0.7182	0.7182	0.7090	0.7150
PP	0.7117	0.7117	0.7117	0.7101
S1	0.7009	0.7009	0.7058	0.6977
S2	0.6944	0.6944	0.7042
S3	0.6771	0.6836	0.7026
S4	0.6598	0.6663	0.6979

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7158	0.6986	0.0172	2.5%	0.0071	1.0%	13%	False	True	75,353
10	0.7240	0.6986	0.0254	3.6%	0.0065	0.9%	9%	False	True	62,109
20	0.7314	0.6986	0.0328	4.7%	0.0060	0.9%	7%	False	True	55,770
40	0.7546	0.6986	0.0560	8.0%	0.0055	0.8%	4%	False	True	35,403
60	0.7771	0.6986	0.0785	11.2%	0.0057	0.8%	3%	False	True	23,667
80	0.7786	0.6986	0.0800	11.4%	0.0058	0.8%	3%	False	True	17,786
100	0.7786	0.6986	0.0800	11.4%	0.0059	0.8%	3%	False	True	14,258
120	0.7786	0.6986	0.0800	11.4%	0.0057	0.8%	3%	False	True	11,887

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7343
2.618	0.7232
1.618	0.7164
1.000	0.7122
0.618	0.7096
HIGH	0.7054
0.618	0.7028
0.500	0.7020
0.382	0.7012
LOW	0.6986
0.618	0.6944
1.000	0.6918
1.618	0.6876
2.618	0.6808
4.250	0.6697

Fisher Pivots for day following 12-Jan-2016
Pivot	1 day	3 day
R1	0.7020	0.7050
PP	0.7016	0.7036
S1	0.7013	0.7023

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These figures are updated between 7pm and 10pm EST after a trading day.

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